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Panki Kim

Seoul National University · Mathematics

About the Lab

Professor Panki Kim's research focuses on stochastic processes, particularly Lévy processes and subordinate Brownian motions, with an emphasis on potential theory and transition densities. His work centers on deriving sharp two-sided estimates for heat kernels, Green functions, and transition densities of non-local processes in various domains, including C¹,¹ and κ-fat open sets. He investigates processes with general Lévy measures and generators involving Bernstein functions and regularly varying functions, extending classical results to broader classes of non-local operators. His research bridges probability theory, analysis, and partial differential equations, especially in the context of stable and relativistic processes with or without diffusion components.

subordinate Brownian motionnon-local operatorspotential theorytransition densityLévy processes

Research Overview

Papers
215
Total Citations
3,031
Papers (5y)
43
Primary Field
Mathematics

Research Output Trend

Figures are computed from collected data and may differ slightly.

Publications per year (5y)
43total
2021
2022
2023
2024
2025
Citations per year (5y)
75total
20212022202320242025

Selected Papers

15
1
Article|92 citations·2008
Weighted Poincaré inequality and heat kernel estimates for finite range jump processes
Zhen-Qing Chen, Panki Kim, Takashi Kumagai
SJR Q1Mathematische Annalen
Applied MathematicsMathematics
2
Article|91 citations·2009
Two-sided heat kernel estimates for censored stable-like processes
Zhen-Qing Chen, Panki Kim, Renming Song
SJR Q1Probability Theory and Related FieldsOA
FinanceEconomics, Econometrics and Finance
3
Article|77 citations·2009
Heat Kernel Estimates for Dirichlet Fractional Laplacian
Panki Kim, Zhenqing, Renming Song
한국산업응용수학회 학술대회 논문집

We consider the fractional Laplacian -(-Δ) α/2 on an open subset in R d with zero exterior condition.We establish sharp two-sided estimates for the heat kernel of such Dirichlet fractional Laplacian in C 1,1 open sets. This heat kernel is also the transition density of a rotationally symmetric stable process killed upon leaving a C 1,1 open set. Our results are the first sharp two-sided estimates for the Dirichlet heat kernel of a non-local operator on open sets.

Applied MathematicsMathematics
4
Article|72 citations·2013
Global uniform boundary Harnack principle with explicit decay rate and its application
Panki Kim, Renming Song, Zoran Vondraček
SJR Q1Stochastic Processes and their Applications
FinanceEconomics, Econometrics and Finance
5
Article|69 citations·2014
Dirichlet heat kernel estimates for rotationally symmetric Lévy processes
Zhen-Qing Chen, Panki Kim, Renming Song
SJR Q1Proceedings of the London Mathematical SocietyOA

In this paper, we consider a large class of purely discontinuous rotationally symmetric Lévy processes. We establish sharp two-sided estimates for the transition densities of such processes killed upon leaving an open set D. When D is a κ-fat open set, the sharp two-sided estimates are given in terms of surviving probabilities and the global transition density of the Lévy process. When D is a C 1 , 1 open set and the Lévy exponent of the process is given by Ψ ( ξ ) = ϕ ( | ξ | 2 ) with ϕ being a

Mathematical PhysicsMathematics
6
Book Chapter|69 citations·2012
Potential Theory of Subordinate Brownian Motions Revisited
Panki Kim, Renming Song, Zoran Vondraček
SJR Q2Interdisciplinary mathematical sciences

The paper discusses and surveys some aspects of the potential theory of subordinate Brownian motion under the assumption that the Laplace exponent of the corresponding subordinator is comparable to a regularly varying function at infinity. This extends some results previously obtained under stronger conditions.

FinanceEconomics, Econometrics and Finance
7
Article|65 citations·2006
Two-sided estimates on the density of Brownian motion with singular drift
Panki Kim, Renming Song
SJR Q2Illinois Journal of MathematicsOA

Let μ = μ 1 ⋯ μ d be such that each μ i is a signed measure on \R d belonging to the Kato class \K d , 1 . The existence and uniqueness of a continuous Markov process X on \R d , called a Brownian motion with drift μ , was recently established by Bass and Chen. In this paper we study the potential theory of X . We show that X has a continuous density q μ and that there exist positive constants c i , i = 1 , ⋯ , 9 , such that c 1 e - c 2 t t - d 2 e - c 3 x - y 2 2 t ≤ q μ t x y ≤ c 4 e c 5 t t -

Mathematical PhysicsMathematics
8
Article|62 citations·2012
Two-sided Green function estimates for killed subordinate Brownian motions
Panki Kim, Renming Song, Zoran Vondraček
SJR Q1Proceedings of the London Mathematical SocietyOA

A subordinate Brownian motion is a Lévy process that can be obtained by replacing the time of the Brownian motion by an independent subordinator. The infinitesimal generator of a subordinate Brownian motion is−ϕ(−Δ), where ϕ is the Laplace exponent of the subordinator. In this paper, we consider a large class of subordinate Brownian motions without diffusion component and with ϕ comparable to a regularly varying function at infinity. This class of processes includes symmetric stable processes, r

Management Science and Operations ResearchDecision Sciences
9
Article|53 citations·2008
Boundary Harnack principle for subordinate Brownian motions
Panki Kim, Renming Song, Zoran Vondraček
SJR Q1Stochastic Processes and their Applications
FinanceEconomics, Econometrics and Finance
10
Article|52 citations·2014
Green function estimates for subordinate Brownian motions: Stable and beyond
Panki Kim, Ante Mimica
SJR Q1Transactions of the American Mathematical Society

A subordinate Brownian motion <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper X"> <mml:semantics> <mml:mi>X</mml:mi> <mml:annotation encoding="application/x-tex">X</mml:annotation> </mml:semantics> </mml:math> </inline-formula> is a Lévy process which can be obtained by replacing the time of the Brownian motion by an independent subordinator. In this paper, when the Laplace exponent <inline-formula content-type="math/mathml"> <m

Mathematical PhysicsMathematics
11
Article|49 citations·2011
Uniform boundary Harnack principle for rotationally symmetric Lévy processes in general open sets
Panki Kim

Abstract In this paper we prove the uniform boundary Harnack principle in general open sets for harmonic functions with respect to a large class of rotationally symmetric purely discontinuous Lévy processes.

FinanceEconomics, Econometrics and Finance
12
Article|48 citations·2006
Potential theory of truncated stable processes
Panki Kim, Renming Song
SJR Q1Mathematische Zeitschrift
Computational Theory and MathematicsComputer Science
13
Article|45 citations·2014
Stable process with singular drift
Panki Kim, Renming Song
SJR Q1Stochastic Processes and their Applications
Computational Theory and MathematicsComputer Science
14
Article|40 citations·2008
Intrinsic ultracontractivity of non-symmetric diffusion semigroups in bounded domains
Panki Kim, Renming Song
SJR Q3Tohoku Mathematical JournalOA

We extend the concept of intrinsic ultracontractivity to non-symmetric semigroups and prove the intrinsic ultracontractivity of the Dirichlet semigroups of non-symmetric second order elliptic operators in bounded Lipschitz domains.

Applied MathematicsMathematics
15
Article|40 citations·2012
Potential theory of subordinate Brownian motions with Gaussian components
Panki Kim, Renming Song, Zoran Vondraček
SJR Q1Stochastic Processes and their Applications
FinanceEconomics, Econometrics and Finance

Research Areas

Applied MathematicsFinanceMathematical PhysicsComputational Theory and MathematicsRadiology, Nuclear Medicine and ImagingModeling and Simulation

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